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posted on 2017-11-30, 19:15 authored by Łukasz Bil, Dariusz Grech, Magdalena ZienowiczSame as in Fig 1 for PZU stock.
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European UnionEuropean stock marketsasymmetry levelmoney market developmenttrading marketslatter analysisphysics pointEUmoney marketnonlinear autocorrelationsstudy memory effectsWarsaw Stock Exchangestock markettime-lags Δ tnon-extensive Tsallis parameter qinterday returnsWSEEuropean marketsquotation frequencytailed distributionsaccount datamarket development
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